Weirdness in Left Sidebar?

[RickBryan]

Is there something unusual about how links are presented in the left sidebar?

In most (but not all) of the free Wordpress themes, my links are 'categorized' in the sidebar based on into a dozen different categories I've put the links into. But in the Code Blue blog theme, and some of the free Wordpress themes, every link is listed under one one very long heading of "links."

It seems that the indicator of "categories" may not be consistent between links and posts and pages; I don't really know.

In any event, I would like to have bloglinks organized by their categories; can someone point me in the direction of what code I should be searching for and/or adding in the left sidebar?

Here is my site: http://www.AdvisorsCafe.com

Thanks so much.

Rick Bryan
New York, NY